Blanco, Roberto

Access to credit and firm survival during a crisis: the case of zero-bank-debt firms Roberto Blanco, Miguel García-Posada, Sergio Mayordomo y María Rodríguez-Moreno

Credit allocation along the business cycle: evidence from the latest boom bust credit cycle in Spain Roberto Blanco and Noelia Jiménez

Have real interest rates really fallen that much in Spain? Roberto Blanco and Fernando Restoy

Credit allocation along the business cycle: evidence from the latest boom bust credit cycle in Spain Roberto Blanco y Noelia Jiménez

Coberturas de carteras de bonos con futuros financieros: evidencia en el caso español Roberto Blanco (1992-01)

Efectos sobre la volatilidad del mercado bursátil de la introducción de los contratos de futuros y opciones sobre el índice Ibex 35 Roberto Blanco (2000)

Liquidez y variaciones mínimas de precios en el mercado español de renta variable Roberto Blanco (2000)

Has financial market integration increased during the nineties?, in International Financial markets and the implications for monetary and financial stability Juan Ayuso and Roberto Blanco (2001-01)

Transmisión de información entre el mercado de futuros sobre el Ibex 35 y el contado Roberto Blanco (2003)

Estimating Liquidity Premia in the Spanish Government Securities Market Francisco Alonso, Roberto Blanco, Ana del Río and Alicia Sanchis

Testing the forecasting performance of IBEX 35 option implied risk neutral densities Francisco Alonso, Roberto Blanco and Gonzalo Rubio (2005)

An empirical analysis of the dynamic relation between investment-grade bonds and credit default swaps Roberto Blanco, Simon Brennan, and Ian W. Marsh (2005-01)

Determinants of default ratios in the segment of loans to households in Spain Roberto Blanco y Ricardo Gimeno

Have real interest rates really fallen that much in Spain? Roberto Blanco y Fernando Restoy

Option-implied preferences adjustments, density forecasts, and the equity risk premium Francisco Alonso, Roberto Blanco y Gonzalo Rubio

Is the volatility of the EONIA transmitted to longer-term euro money market interest rates? Francisco Alonso y Roberto Blanco

Testing the forecasting performance of IBEX 35 option-implied risk-neutral densities Francisco Alonso, Roberto Blanco y Gonzalo Rubio

An empirical analysis of the dynamic relationship between investment grade bonds and credit default swaps Roberto Blanco, Simon Brennan e Ian W. Marsh

The euro-area government securities markets. Recent developments and implications for market functioning Roberto Blanco

Estimating inflation expectations using French government inflation-indexed bonds Francisco Alonso, Roberto Blanco and Ana del Río

Has financial market integration increased during the nineties? Juan Ayuso y Roberto Blanco

Transmisión de información y volatilidad entre el mercado de futuros sobre el índice Ibex 35 y el mercado al contado Roberto Blanco

Una clasificación por riesgo de los fondos de inversión españoles Juan Ayuso, Roberto Blanco y Alicia Sanchís